[R] mclust for time series

[Ranjan Maitra]

On Mon, 3 Nov 2014 13:51:52 +0100 atesh koul <atesh.koul at gmail.com> wrote:

> Hi all,
> 
> I am new to using model based clustering. I am using the clustering to find
> how many clusters could be there in the data and the assignment of trials
> to these clusters.
> 
> The data are hand kinematics data- 12 variables at 10 discrete time points
> for 17 subjects. I have previously seen use of mclust for time series.
> However, I am not sure how it would be applied in terms of the formula. I
> have seen couple of papers that use it from a theoretical point of view
> (but not as a command in R). I would like to know if mclust can be used for
> multivariate time series data.
> 
> I would really appreciate any help with this.

Atesh,

I am not sure how useful it will be to cluster 17 12-variate observations (subjects) using (presumably) Gaussian model-based clustering, but you may look at the following paper:

Chen, W.-C. and Maitra, R. (2011). Model-Based Clustering of Regression Time Series Data via APECM
– An AECM Algorithm Sung to An Even Faster Beat. Statistical Analysis and Data Mining, 4:567-78. DOI
information: 10.1002/sam.10143.

There is R code available (not R package), but again, it is not clear to me how useful this is going to be unless there is a structure in the 12 variables you are willing to give in (of course, unless I have misunderstood the context of your question). 

Best wishes,
Ranjan




> 
> Thanks in anticipation,
> 
> 
> Best,
> Atesh
> 
> 	[[alternative HTML version deleted]]
> 
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